This paper considers the problem of estimating probabilities of the form IP(Y <= w), for a given value of w, in the situation
that a sample of i.i.d. observations X-1,..., X-n of X is available, and where we explicitly know a functional relation between
the Laplace transforms of the non-negative random variables X and Y. A plug-in estimator is constructed by calculating the
Laplace transform of the empirical distribution of the sample X-1,..., X-n, applying the functional relation to it, and then
(if possible) inverting the resulting Laplace transform and evaluating it in w. We show, under mild regularity conditions,
that the resulting estimator is weakly consistent and has expected absolute estimation error O (n(-1/2) log(n + 1)). We illustrate
our results by two examples: in the first we estimate the distribution of the workload in an M/G/1 queue from observations
of the input in fixed time intervals, and in the second we identify the distribution of the increments when observing a compound
Poisson process at equidistant points in time (usually referred to as "decompounding").

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